+132.8%
AMAT vs Z
-19.1%
+151.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.6% | -2.9% | -12.2% |
| 7D | -24.3% | -2.3% | -22.0% | -24.0% |
| 30D | -39.8% | +9.4% | -49.1% | -40.7% |
| 3M | -40.2% | -16.1% | -24.1% | -39.0% |
| 6M | -22.1% | -30.4% | +8.3% | -17.2% |
| YTD | +24.7% | -55.6% | +80.3% | +46.4% |
| 1Y | +33.3% | -58.5% | +91.8% | +59.1% |
| All | +132.8% | -19.1% | +151.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling